/usr/include/trilinos/Thyra_SolveSupportTypes.hpp is in libtrilinos-thyra-dev 12.10.1-3.
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// ***********************************************************************
//
// Thyra: Interfaces and Support for Abstract Numerical Algorithms
// Copyright (2004) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
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//
// 1. Redistributions of source code must retain the above copyright
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// contributors may be used to endorse or promote products derived from
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//
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// @HEADER
#ifndef THYRA_SOLVE_SUPPORT_TYPES_HPP
#define THYRA_SOLVE_SUPPORT_TYPES_HPP
#include "Thyra_OperatorVectorTypes.hpp"
#include "Teuchos_ParameterList.hpp"
#include "Teuchos_FancyOStream.hpp"
#include "Teuchos_Describable.hpp"
namespace Thyra {
/** \brief Type of solve measure norm.
*
* For reference we refer to solving a single linear system <tt>A*x=b</tt>.
*
* \ingroup Thyra_Op_Solve_fundamental_interfaces_code_grp
*/
enum ESolveMeasureNormType {
/// No solve measure (i.e. same as 1.0)
SOLVE_MEASURE_ONE,
/// Norm of the current residual vector (i.e. <tt>||A*x-b||</tt>)
SOLVE_MEASURE_NORM_RESIDUAL,
/// Norm of the current solution vector (i.e. <tt>||x||</tt>)
SOLVE_MEASURE_NORM_SOLUTION,
/// Norm of the initial residual vector given a non-zero guess (i.e. <tt>||A*xo-b||</tt>)
SOLVE_MEASURE_NORM_INIT_RESIDUAL,
/// Norm of the right-hand side (i.e. <tt>||b||</tt>)
SOLVE_MEASURE_NORM_RHS
};
/** \brief .
*
* \ingroup Thyra_Op_Solve_fundamental_interfaces_code_grp
*/
inline
const std::string toString(const ESolveMeasureNormType solveMeasureNormType)
{
switch(solveMeasureNormType) {
case SOLVE_MEASURE_ONE:
return "SOLVE_MEASURE_ONE";
case SOLVE_MEASURE_NORM_RESIDUAL:
return "SOLVE_MEASURE_NORM_RESIDUAL";
case SOLVE_MEASURE_NORM_SOLUTION:
return "SOLVE_MEASURE_NORM_SOLUTION";
case SOLVE_MEASURE_NORM_INIT_RESIDUAL:
return "SOLVE_MEASURE_NORM_INIT_RESIDUAL";
case SOLVE_MEASURE_NORM_RHS:
return "SOLVE_MEASURE_NORM_RHS";
default:
TEUCHOS_TEST_FOR_EXCEPT(true);
}
return NULL; // Never be called!
}
/** \brief Solve tolerance type.
*
* This represents the solve tolerance measure of the form:
\verbatim
(numerator)/(denominator)
\endverbatim
*
* Note that
* <tt>numerator==SOLVE_MEASURE_ONE&&denominator==SOLVE_MEASURE_ONE</tt>
* (i.e. 1/1) means that there is no solve measure type specified.
*
* \ingroup Thyra_Op_Solve_fundamental_interfaces_code_grp
*/
struct SolveMeasureType {
/** \brief . */
ESolveMeasureNormType numerator;
/** \brief . */
ESolveMeasureNormType denominator;
/** \brief . */
SolveMeasureType()
:numerator(SOLVE_MEASURE_ONE),denominator(SOLVE_MEASURE_ONE)
{}
/** \brief . */
SolveMeasureType(ESolveMeasureNormType _numerator, ESolveMeasureNormType _denominator)
:numerator(_numerator),denominator(_denominator)
{}
/** \brief . */
void set(ESolveMeasureNormType _numerator, ESolveMeasureNormType _denominator)
{ numerator = _numerator; denominator = _denominator; }
/** \brief Return if this is a default solve measure (default
* constructed).
*/
bool useDefault() const
{ return ( numerator==SOLVE_MEASURE_ONE && denominator==SOLVE_MEASURE_ONE ); }
/** \brief Return if (numerator,denominataor) matches this. */
bool operator()(ESolveMeasureNormType numerator_in,
ESolveMeasureNormType denominator_in
) const
{ return ( numerator==numerator_in && denominator==denominator_in ); }
/** \breif Return if single measure matches numerator or denominator. */
bool contains(ESolveMeasureNormType measure) const
{ return ( numerator==measure || denominator==measure ); }
};
/** \brief Output operator.
*
* \relates SolveMeasureType
*/
inline
std::ostream& operator<<(std::ostream &out, const SolveMeasureType &solveMeasureType)
{
out << "("<<toString(solveMeasureType.numerator)
<< "/"<<toString(solveMeasureType.denominator)<<")";
return out;
}
/** \brief A general reduction functional to be used in specialized solve
* convergence criteria.
*/
template<class Scalar>
class ReductionFunctional : public Teuchos::Describable {
public:
/** \name Public non-virtual functions. */
//@{
/** \brief Compute the reduction over a vector.
*
* \param v [in] The vector being reduced into a Scalar.
*
* <b>Preconditions:</b><ul>
* <li> <tt>this->isCompatible(v) == true</tt>
* </ul>
*/
typename ScalarTraits<Scalar>::magnitudeType
reduce( const VectorBase<Scalar> &v ) const
{
#ifdef THYRA_DEBUG
TEUCHOS_TEST_FOR_EXCEPTION(!isCompatible(v), Exceptions::IncompatibleVectorSpaces,
"Error, the vector v="<<v.description()<<" is not compatiable with"
" *this="<<this->description()<<"!");
#endif
return reduceImpl(v);
}
/** \brief Returns <tt>true</tt> if <tt>v</tt> is compatible with
* <tt>*this</tt>.
*/
bool isCompatible( const VectorBase<Scalar> &v ) const
{ return isCompatibleImpl(v); }
//@}
protected:
/** \name Protected virtual functions. */
//@{
/** \brief . */
virtual typename ScalarTraits<Scalar>::magnitudeType
reduceImpl( const VectorBase<Scalar> &v ) const = 0;
/** \brief . */
virtual bool isCompatibleImpl( const VectorBase<Scalar> &v ) const = 0;
//@}
};
/** \brief Simple struct that defines the requested solution criteria for a solve.
*
* A solve criteria defines the solution to a linear (or nonlinear) system of
* equations in terms of purely mathematical entities. The form of the linear
* system is:
\verbatim
A * x = b
r = b - A * x
\endverbatim
* with <tt>x0</tt> defining the initial guess for the solution and:
\verbatim
r0 = b - A * x0
\endverbatim
* The mathematical representation of the solve criteria takes the form:
\verbatim
gN(vN) / gD(vD) <= requestedTol
\endverbatim
* where <tt>gN(vN)</tt> and <tt>gD(vD)</tt> are defined as <tt>g(v)=</tt>
* <table>
* <tr><td><tt>||r||</tt></td>
* <td>: if <tt>solveMeasureValue==SOLVE_MEASURE_NORM_RESIDUAL && reductionFunc==null</tt></td></tr>
* <tr><td><tt>reductionFunc.reduce(r)</tt></td>
* <td>: if <tt>solveMeasureValue==SOLVE_MEASURE_NORM_RESIDUAL && reductionFunc!=null</tt></td></tr>
* <tr><td><tt>||x||</tt></td>
* <td>: if <tt>solveMeasureValue==SOLVE_MEASURE_NORM_SOLUTION && reductionFunc==null</tt></td></tr>
* <tr><td><tt>reductionFunc.reduce(x)</tt></td>
* <td>: if <tt>solveMeasureValue==SOLVE_MEASURE_NORM_SOLUTION && reductionFunc!=null</tt></td></tr>
* <tr><td><tt>||r0||</tt></td>
* <td>: if <tt>solveMeasureValue==SOLVE_MEASURE_NORM_INIT_RESIDUAL && reductionFunc==null</tt></td></tr>
* <tr><td><tt>reductionFunc.reduce(r0)</tt></td>
* <td>: if <tt>solveMeasureValue==SOLVE_MEASURE_NORM_INIT_RESIDUAL && reductionFunc!=null</tt></td></tr>
* <tr><td><tt>||b||</tt></td>
* <td>: if <tt>solveMeasureValue==SOLVE_MEASURE_NORM_RHS && reductionFunc==null</tt></td></tr>
* <tr><td><tt>reductionFunc.reduce(b)</tt></td>
* <td>: if <tt>solveMeasureValue==SOLVE_MEASURE_NORM_RHS && reductionFunc!=null</tt></td></tr>
* <tr><td><tt>1</tt></td>
* <td>: if <tt>solveMeasureValue==SOLVE_MEASURE_ONE</tt></td></tr>
* </table>
*
* where <tt>solveMeasureValue = solveMeasure.numerator</tt> and
* <tt>reductionFunc = numeratorReductionFunc</tt> for <tt>gN(vN)</tt> while
* <tt>solveMeasureValue = solveMeasure.denominator</tt> and <tt>reductionFunc
* = denominatorReductionFunc</tt> for <tt>gD(vD)</tt>.
*
* For example, for
* <tt>solveMeasure.numerator==SOLVE_MEASURE_NORM_RESIDUAL</tt> and
* <tt>solveMeasure.denominator==SOLVE_MEASURE_ONE</tt> we have the solve
* convergence criteria:
*
\verbatim
||r|| / 1 <= requestedTol
\endverbatim
* For <tt>solveMeasure.numerator==SOLVE_MEASURE_NORM_RESIDUAL</tt> and
* <tt>solveMeasure.denominator==SOLVE_MEASURE_NORM_INIT_RESIDUAL</tt> we have
* the solve convergence criteria:
*
\verbatim
||r|| / ||r0|| <= requestedTol
\endverbatim
* The objects <tt>numeratorReductionFunc</tt> and
* <tt>denominatorReductionFunc</tt> basically override the use of the natural
* norm <tt>||.||</tt> for the given vector. This is needed to implement some
* unusual convergence criteria needed for certain types of nonlinear ANAs
* (such as the optimization solvers in the Aristos package).
*
* There are several reasons for the structure of the solve convergence
* criteria shown above. First, we want to give the solver implementation as
* much information as we can as to the nature of the solve convergence
* criteria. That way, the solver implementation can compute the different
* quantities more efficiently in many cases.. For example, with GMRES no
* direct estimate of the residual vector <tt>r</tt> is cheaply available but
* a cheap estimate of the natural norm <tt>||r||</tt> is readily available.
* Also, while the vectors <tt>r0</tt> and <tt>b</tt> could be computed by the
* client before the solve, it is potentially more efficient to let the solver
* do it since it may compute theses quantities as a natural byproduct of the
* solve process.
*
* \ingroup Thyra_Op_Solve_fundamental_interfaces_code_grp
*/
template <class Scalar>
struct SolveCriteria {
/** \brief . */
typedef typename Teuchos::ScalarTraits<Scalar>::magnitudeType ScalarMag;
/** \brief . */
static ScalarMag unspecifiedTolerance() { return ScalarMag(-1.0); }
/** \brief The type of solve tolerance requested as given in
* <tt>this->requestedTol</tt>. */
SolveMeasureType solveMeasureType;
/** \brief The requested solve tolerance (what the client would like to see).
* Only significant if <tt>!this->solveMeasureType.useDefault()</tt> */
ScalarMag requestedTol;
/** \brief Any extra control parameters (e.g. max iterations).
*
* Note that the contents of this parameter list is totally undefined and
* any client that uses this does so at their own peril!
*/
RCP<ParameterList> extraParameters;
/** \brief Reduction function to be used in place of the natural norm of the
* numerator. */
RCP<const ReductionFunctional<Scalar> > numeratorReductionFunc;
/** \brief Reduction function to be used in place of the natural norm of the
* numerator. */
RCP<const ReductionFunctional<Scalar> > denominatorReductionFunc;
/** \brief Default construction to use default solve criteria. */
SolveCriteria()
: requestedTol(unspecifiedTolerance())
{}
/** \brief Construct with a specified solve criteria. */
SolveCriteria(
SolveMeasureType solveMeasureType_in,
ScalarMag requestedTol_in,
const RCP<ParameterList> &extraParameters_in = Teuchos::null,
const RCP<ReductionFunctional<Scalar> > &numeratorReductionFunc_in = Teuchos::null,
const RCP<ReductionFunctional<Scalar> > &denominatorReductionFunc_in = Teuchos::null
)
: solveMeasureType(solveMeasureType_in),
requestedTol(requestedTol_in),
extraParameters(extraParameters_in),
numeratorReductionFunc(numeratorReductionFunc_in),
denominatorReductionFunc(denominatorReductionFunc_in)
{}
};
/** \brief Output operator.
*
* \relates SolveCriteria
*/
template<class Scalar>
std::ostream& operator<<(std::ostream &out, const SolveCriteria<Scalar> &solveCriteria)
{
out << typeName(solveCriteria) << "{";
out << "solveMeasureType="<<solveCriteria.solveMeasureType;
out << ", requestedTol="<<solveCriteria.requestedTol;
if (nonnull(solveCriteria.extraParameters)) {
out << ", extraParameters="<<solveCriteria.extraParameters;
}
if (nonnull(solveCriteria.numeratorReductionFunc)) {
out << ", numeratorReductionFunc="<<solveCriteria.numeratorReductionFunc->description();
}
if (nonnull(solveCriteria.denominatorReductionFunc)) {
out << ", denominatorReductionFunc="<<solveCriteria.denominatorReductionFunc->description();
}
out << "}";
return out;
}
/** \brief Exception type thrown on an catastrophic solve failure.
*
* \ingroup Thyra_Op_Solve_fundamental_interfaces_code_grp
*/
class CatastrophicSolveFailure : public std::runtime_error
{public: CatastrophicSolveFailure(const std::string& what_arg) : std::runtime_error(what_arg) {}};
/** \brief Solution status
*
* \ingroup Thyra_Op_Solve_fundamental_interfaces_code_grp
*/
enum ESolveStatus {
SOLVE_STATUS_CONVERGED ///< The requested solution criteria has likely been achieved
,SOLVE_STATUS_UNCONVERGED ///< The requested solution criteria has likely not been achieved
,SOLVE_STATUS_UNKNOWN ///< The final solution status is unknown but he solve did not totally fail
};
/** \brief .
*
* \ingroup Thyra_Op_Solve_fundamental_interfaces_code_grp
*/
inline
const std::string toString(const ESolveStatus solveStatus)
{
switch(solveStatus) {
case SOLVE_STATUS_CONVERGED: return "SOLVE_STATUS_CONVERGED";
case SOLVE_STATUS_UNCONVERGED: return "SOLVE_STATUS_UNCONVERGED";
case SOLVE_STATUS_UNKNOWN: return "SOLVE_STATUS_UNKNOWN";
default: TEUCHOS_TEST_FOR_EXCEPT(true);
}
return ""; // Never be called!
}
/** \brief Simple struct for the return status from a solve.
*
* In the future, more fields may be added to aid in user diagnostics.
*
* \ingroup Thyra_Op_Solve_fundamental_interfaces_code_grp
*/
template <class Scalar>
struct SolveStatus {
/** \brief . */
typedef typename Teuchos::ScalarTraits<Scalar>::magnitudeType ScalarMag;
/** \brief . */
static ScalarMag unknownTolerance() { return ScalarMag(-1); }
/** \brief The return status of the solve. */
ESolveStatus solveStatus;
/** \brief The maximum final tolerance actually achieved by the (block) linear solve.
* A value of <tt>unknownTolerance()</tt> means that even an estimate of the
* the final value of the tolerance is unknown. */
ScalarMag achievedTol;
/** \brief A simple one-line message (i.e. no newlines) returned from the solver */
std::string message;
/** \brief Any extra status parameters.
* Note that the contents of this parameter list is totally undefined. */
RCP<ParameterList> extraParameters;
/** \brief . */
SolveStatus()
:solveStatus(SOLVE_STATUS_UNKNOWN), achievedTol(unknownTolerance())
{}
/** \brief Output the achieveTol field.
*/
static std::string achievedTolToString( const ScalarMag &achievedTol )
{
if(achievedTol==unknownTolerance()) return "unknownTolerance()";
std::ostringstream oss; oss << achievedTol; return oss.str();
}
};
/** \brief Print the solve status to a stream.
*
* \relates SolveStatus
*/
template <class Scalar>
std::ostream& operator<<( std::ostream& out_arg, const SolveStatus<Scalar> &solveStatus )
{
RCP<Teuchos::FancyOStream>
out = Teuchos::getFancyOStream(Teuchos::rcp(&out_arg,false));
Teuchos::OSTab tab(out);
*out
<< "solveStatus = " << toString(solveStatus.solveStatus) << std::endl
<< "achievedTol = " << SolveStatus<Scalar>::achievedTolToString(solveStatus.achievedTol) << std::endl;
*out << "message:";
if (solveStatus.message.length()) {
Teuchos::OSTab tab2(out);
*out << "\n" << solveStatus.message << "\n";
}
*out << "extraParameters:";
if(solveStatus.extraParameters.get()) {
*out << "\n";
Teuchos::OSTab tab3(out);
solveStatus.extraParameters->print(*out, 10, true);
}
else {
*out << " NONE\n";
}
return out_arg;
}
/** \brief Enum that specifies how a <tt>LinearOpWithSolveBase</tt> object
* will be used for solves after it is constructed.
*
* \ingroup Thyra_Op_Solve_fundamental_interfaces_code_grp
*/
enum ESupportSolveUse {
SUPPORT_SOLVE_UNSPECIFIED ///< How the output LOWSB object will be useded for solves in unspecified
,SUPPORT_SOLVE_FORWARD_ONLY ///< The output LOWSB object will only be used for forward solves
,SUPPORT_SOLVE_TRANSPOSE_ONLY ///< The output LOWSB object will only be used for transpose solves
,SUPPORT_SOLVE_FORWARD_AND_TRANSPOSE ///< The output LOWSB object will used for forward and transpose solves
};
/** \brief Enum defining the status of a preconditioner object.
*
* \ingroup Thyra_Op_Solve_fundamental_interfaces_code_grp
*/
enum EPreconditionerInputType {
PRECONDITIONER_INPUT_TYPE_AS_OPERATOR ///< The input preconditioner should just be applied as an operator
,PRECONDITIONER_INPUT_TYPE_AS_MATRIX ///< The input preconditioner should viewed as a matrix to be factored then backsolved as a preconditioner
};
/** \brief Initial overallSolveStatus before calling accumulateSolveStatus().
*
* \relates SolveStatus
*/
template <class Scalar>
void accumulateSolveStatusInit(
const Ptr<SolveStatus<Scalar> > &overallSolveStatus
)
{
overallSolveStatus->solveStatus = SOLVE_STATUS_CONVERGED;
}
/** \brief Accumulate solve status objects for solving a block of RHSs is
* smaller sub-blocks.
*
* \param overallSolveCriteria [in] The overall solve criteria for the overall
* blocks.
*
* \param solveStatus [in] The solve status for a sub-block (or a single RHS)
*
* \param overallSolveStatus [in/out] The accumulated solve status for all the
* sub-blocks of RHS.
*
* Before the first initialize with
* <tt>accumulateSolveStatusInit(overallSolveStatus)</tt>.
*
* \relates SolveStatus
*/
template <class Scalar>
void accumulateSolveStatus(
const SolveCriteria<Scalar>, // ToDo: Never used, need to take this out!
const SolveStatus<Scalar> &solveStatus,
const Ptr<SolveStatus<Scalar> > &overallSolveStatus
)
{
switch(solveStatus.solveStatus) {
case SOLVE_STATUS_UNCONVERGED:
{
// First, if we see any unconverged solve status, then the entire block is
// unconverged!
overallSolveStatus->solveStatus = SOLVE_STATUS_UNCONVERGED;
overallSolveStatus->message = solveStatus.message;
overallSolveStatus->extraParameters = solveStatus.extraParameters;
break;
}
case SOLVE_STATUS_UNKNOWN:
{
// Next, if any solve status is unknown, then if the overall solve
// status says converged, then we have to mark it as unknown. Note that
// unknown could mean that the system is actually converged!
switch(overallSolveStatus->solveStatus) {
case SOLVE_STATUS_CONVERGED:
overallSolveStatus->solveStatus = SOLVE_STATUS_UNKNOWN;
break;
case SOLVE_STATUS_UNCONVERGED:
case SOLVE_STATUS_UNKNOWN:
// If we get here then the overall solve status is either unknown
// already or says unconverged and this will not change here!
overallSolveStatus->message = solveStatus.message;
overallSolveStatus->extraParameters = solveStatus.extraParameters;
break;
default:
TEUCHOS_TEST_FOR_EXCEPT(true); // Corrupted enum?
}
break;
}
case SOLVE_STATUS_CONVERGED:
{
// If we get here then the overall solve status is either unknown,
// unconverged, or converged and this will not change here!
if(overallSolveStatus->message == "")
overallSolveStatus->message = solveStatus.message;
break;
}
default:
TEUCHOS_TEST_FOR_EXCEPT(true); // Corrupted enum?
}
// Update the achieved tolerence to the maximum returned
if( solveStatus.achievedTol > overallSolveStatus->achievedTol ) {
overallSolveStatus->achievedTol = solveStatus.achievedTol;
}
// Set a message if none is set
if(overallSolveStatus->message == "")
overallSolveStatus->message = solveStatus.message;
// Set the extra parameters if none is set
if(overallSolveStatus->extraParameters.get()==NULL)
overallSolveStatus->extraParameters = solveStatus.extraParameters;
}
} // namespace Thyra
#endif // THYRA_SOLVE_SUPPORT_TYPES_HPP
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